O Christian, out and slay! A reference to the traditional ‘Boxing Day’ shooting party the day after Christmas.
‘Shooting’ is for September because that is when the game-bird season is in full swing. Although grouse shooting starts 12-20 August and pheasant and woodcock on 1 October, all the rest start on 1 September. Kipling was probably less concerned about the fate of the wild-life than with what he saw as the hypocrisy of a Christian society that conducted a ritual slaughter on the day after celebrating the birth of the Lord.